238 white papers and resources
Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure. Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.
LIBOR Transition Readiness: The Current Narrative
This whitepaper shows the results and analysis of a survey that was undertaken to better understand the industry’s level of preparedness for switching from LIBOR to alternative reference rates (ARRs),
Building Artificial Intelligence in Credit Risk: A Commercial Lending Perspective
This whitepaper, drawing on recent academic evidence and business insights, provides a contemporary look at what AI and ML adoption could mean for commercial lending and credit risk assessments while also proposing different approaches to AI and ML adoption tailored to each step of the commercial…
Letting go of Libor – the evolving transition strategies of 110 banks and buy-side firms
This whitepaper and survey report provides unique insight into the evolving strategies of banks and buy-side entities following a survey Risk.net conducted assessing firms’ readiness for transition
The end of the batch process - how streaming technology will change the world of risk
In risk management, the need for speed has never been more pressing than during the current crisis. Batch processing has been deeply embedded in the banking industry for decades now. From processing end of day batch processes in core systems (e.g. calculating interest) to sending data downstream…
Real Estate Business Plan Modelling via Monte Carlo Simulation
This whitepaper provides an overview of the real estate sector before looking at a fully integrated and macro-based stochastic simulation tool for the evaluation of a real estate investment via Project Financing.
Credit Risk Management Under Basel IV and Beyond
Basel IV has changed the way banks need to deal with the impact of credit risk on their finance, risk and regulatory compliance functions. It is no longer enough to address credit risk in isolation, as was the case under the Basel I and II guidelines.
CASE STUDY: DWS Group Improves Credit Trading Performance
This whitepaper is a case study on a recent project that DWS Group undertook to increase straight-through processing rates
Fair valuations - what lies beneath
This whitepaper focuses on the challenges and opportunities facing buy-side and sell-side firms when it comes to determining fair valuations for complex and thinly-traded securities like certain derivatives and fixed income instruments. It highlights the difficulties facing capital markets firms…
CoCo Bonds: a buy-side and sell-side analysis
In this whitepaper we analyze the European AT1 CoCo bonds from a twin perspective. Initially, from the perspective of an institutional investor interested in buying CoCos, we attempt, through econometric techniques, to identify the main variables that influence the level of prices and returns of…
The 2020 Guide to Risk Management
In our 2020 risk management guide, we provide our expert view on the market outlook and outline how you can solve your risk challenges with Risk as a Service – the easy way to manage risk across the enterprise, from complex risk calculations, modeling, analytics, managing risk data and reporting.